+22.7%
LHX vs JBHT
+59.9%
-37.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.8% | -4.5% | -2.1% |
| 7D | -2.0% | +4.9% | -6.8% | -2.6% |
| 30D | -9.9% | +0.6% | -10.5% | -10.1% |
| 3M | -16.5% | -3.2% | -13.3% | -16.3% |
| 6M | -29.6% | +17.0% | -46.5% | -31.6% |
| YTD | -11.6% | +41.7% | -53.2% | -16.5% |
| 1Y | -4.1% | +90.0% | -94.1% | -13.7% |
| 3Y | +53.3% | +47.0% | +6.3% | +42.1% |
| All | +22.7% | +59.9% | -37.1% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded JBHT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling